+71.8%
PGR vs PPL
+53.1%
+18.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +0.7% | -1.3% | +2.0% | +1.1% |
| 3M | +7.7% | -2.6% | +10.3% | +8.7% |
| 6M | +4.3% | -8.4% | +12.7% | +7.4% |
| YTD | +0.7% | +0.2% | +0.5% | +0.1% |
| 1Y | -5.7% | -0.2% | -5.4% | -6.3% |
| All | +71.8% | +53.1% | +18.7% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling